| Linear regression limit theory for nonstationary panel data PCB Phillips, HR Moon Econometrica 67 (5), 1057-1111, 1999 | 1841 | 1999 |
| Testing for a unit root in panels with dynamic factors HR Moon, B Perron Journal of econometrics 122 (1), 81-126, 2004 | 1303 | 2004 |
| Nonstationary panel data analysis: An overview of some recent developments PCB Phillips, HR Moon Econometric reviews 19 (3), 263-286, 2000 | 521 | 2000 |
| Linear regression for panel with unknown number of factors as interactive fixed effects HR Moon, M Weidner Econometrica 83 (4), 1543-1579, 2015 | 357 | 2015 |
| Dynamic linear panel regression models with interactive fixed effects HR Moon, M Weidner Econometric Theory 33, 158-195, 2017 | 287 | 2017 |
| Bayesian and frequentist inference in partially identified models HR Moon, F Schorfheide Econometrica 80 (2), 755-782, 2012 | 256 | 2012 |
| Seemingly unrelated regressions HR Moon, B Perron The new Palgrave dictionary of economics 1 (9), 19, 2006 | 169 | 2006 |
| Incidental trends and the power of panel unit root tests HR Moon, B Perron, PCB Phillips Journal of Econometrics 141 (2), 416-459, 2007 | 165 | 2007 |
| Inference for VARs identified with sign restrictions E Granziera, HR Moon, F Schorfheide Quantitative Economics 9 (3), 1087-1121, 2018 | 135* | 2018 |
| The Hausman test and weak instruments J Hahn, JC Ham, HR Moon Journal of Econometrics 160 (2), 289-299, 2011 | 122 | 2011 |
| Estimation of peer effects in endogenous social networks: Control function approach I Johnsson, HR Moon Review of Economics and Statistics 103 (2), 328-345, 2021 | 113 | 2021 |
| Estimation of autoregressive roots near unity using panel data HR Moon, PCB Phillips Econometric Theory 16 (6), 927-997, 2000 | 108 | 2000 |
| An empirical analysis of nonstationarity in a panel of interest rates with factors HR Moon, B Perron Journal of Applied Econometrics 22 (2), 383-400, 2007 | 102* | 2007 |
| Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity HR Moon, B Perron Econometric Reviews 23 (4), 293-323, 2005 | 97* | 2005 |
| Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel HR Moon, B Perron Journal of Econometrics 169 (1), 29-33, 2012 | 90 | 2012 |
| Estimation with overidentifying inequality moment conditions HR Moon, F Schorfheide Journal of Econometrics 153 (2), 136-154, 2009 | 82* | 2009 |
| Panel data models with finite number of multiple equilibria J Hahn, HR Moon Econometric Theory 26 (3), 863-881, 2010 | 78 | 2010 |
| Reducing bias of MLE in a dynamic panel model J Hahn, HR Moon Econometric Theory 22 (3), 499-512, 2006 | 77 | 2006 |
| How to estimate autoregressive roots near unity PCB Phillips, HR Moon, Z Xiao Econometric Theory 17 (1), 29-69, 2001 | 73 | 2001 |
| Forecasting with dynamic panel data models L Liu, HR Moon, F Schorfheide Econometrica 88 (1), 171-201, 2020 | 72 | 2020 |
Benoit PerronUniversite de Montreal在 umontreal.ca 的电子邮件经过验证
